I have NEVER - as in NEVER EVER had to disable my firewall to install anything. And in fact, if a program suggests that, I would be suspicious. That archaic suggestion goes back 10 years or more and was suggested to prevent "rare" occurrences of installation problems. So rare, that it hardly ever is a problem - if ever.
IF there really is a need for your firewall to let the installation program have access, then let the firewall yell at you to get your input!
In any case, after installing such programs you should enable your firewall again and if needed, configure the FW to let this program have access.
I am afraid I do not agree that the firewall in the router is sufficient - not unless your network (everything on your side of the router) consists of just one computer. Note a router based firewall is most excellent at controlling traffic and access from the "hostile" (public) side (the Internet), but the problem with router based firewalls is they typically consider all traffic on the "safe" or "friendly" local side (your side) of the network as friendly.
The problem with that is malware has a strong desire to propagate and spread and most often does that by first, seeking out other potential targets on the same network - perhaps through shares. So if you have a user on a another computer who downloads and opens an infected attachment, the router-based firewall is not likely able to prevent it from spreading to other networked computers. Those computers will need to defend themselves from "local" threats - hopefully with their own enabled firewall and anti-malware solution.
Bottom line, unless your computers are attached to a large "corporate" network, administrated by a real IT network manager/admin, all your networked computers should use a local firewall. And the good news is a basic firewall is all you need, and Windows has an excellent basic firewall built in. All you have to do is make sure it is enabled.
